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Problem:
For a sequence (An) of events, show that
Additional Information:
This problem is basically from Mathematics as well as it is about fixed filtration with respect to martingales defined.
Note: The solution is in handwritten format.
Suppose that Ω = [0,1] is the unit interval, and F is the set of all subsets A such that either A or Ac is finite, and P is defined by P(A) = 0 if A is finite, and P(A) if Ac is finite.
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